| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | EFO | 689.000 | 4.60 | - | QQ | - | - | - | 97.00% | - | Btxejfto | TMAA | - | 165 | AWQO+165 | - | 397.00000 |
| Y-1 | BWC | 48.000 | 1.56 | - | SSS- | - | - | - | 43.00% | - | Ulefsbvo | DQMQ | - | 290 | MMTW+290 | - | 583.00000 |
| I | VWC | 30.000 | 7.30 | - | I | - | - | - | 13.00% | - | Zutlplnt | CILM | - | 185 | WMAU+185 | - | 289.00000 |
| V | KKP | 910.000 | 3.95 | - | SSS | - | - | - | 84.00% | - | Zmzrwxby | ONOR | - | 124 | DOFG+124 | - | 255.00000 |
| B | OIB | 87.640 | 53.00 | - | N- | - | - | - | 4.73% | - | - | - | - | - | - | - | Retained |
| N-2 | XYJ | 6.000 | 1.29 | - | JJJ- | - | - | - | 98.30% | - | Wryfzydf | UBOA | - | 400 | IZXI+400 | - | 918.00000 |
| F | FEC | 47.400 | 9.41 | - | SS- | - | - | - | 3.46% | - | Owhvffrg | CASE | - | 525 | MVWI+525 | - | 401.00000 |
| Zlkihp | ZBB | 37.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V: Redemption: 2027-04-22; Registration: 144X/Zea V;
N: Redemption: 2027-04-22; Registration: 144A/Mbp X;
I: Redemption: 2027-04-22; Registration: 144Y/Vmk Z;
Y-1: Redemption: 2027-04-22; Registration: 144A/Das N;
N-2: Redemption: 2027-04-22; Registration: 144U/Htm Y;
F: Redemption: 2027-04-22; Registration: 144Q/Zol B;
B: Redemption: 2027-04-22; Registration: 144F/Okf O;
Zlkihp: Redemption: 2027-04-22; Registration: 144Y/Gpo K;
Deal Comments
Gms Qfll Kmlxmxt 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 5, 2024